+112.2%
BP vs INSM
+258.4%
-146.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.5% | +1.3% |
| 7D | +2.5% | +8.6% | -6.1% | +2.2% |
| 30D | -5.6% | +22.0% | -27.6% | -6.3% |
| 3M | +8.0% | -10.7% | +18.8% | +8.4% |
| 6M | +5.7% | +1.8% | +3.9% | +5.2% |
| YTD | +36.8% | -32.2% | +69.0% | +37.9% |
| 1Y | +30.7% | -39.3% | +70.0% | +32.3% |
| 3Y | +51.6% | +397.1% | -345.5% | +40.1% |
| 5Y | +112.2% | +270.6% | -158.4% | +102.9% |
| All | +112.2% | +258.4% | -146.2% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded INSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling